+490.5%
DDOG vs EFV
+126.5%
+363.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.4% |
| 7D | +3.2% | -2.0% | +5.2% | +4.8% |
| 30D | -10.2% | -0.2% | -10.0% | -10.1% |
| 3M | -2.6% | +9.1% | -11.7% | -9.2% |
| 6M | +80.1% | +11.7% | +68.4% | +63.4% |
| YTD | +63.0% | +17.0% | +46.0% | +41.8% |
| 1Y | +59.4% | +26.7% | +32.6% | +30.0% |
| 3Y | +127.0% | +90.2% | +36.9% | +31.4% |
| 5Y | +61.7% | +96.1% | -34.4% | -8.4% |
| All | +490.5% | +126.5% | +363.9% | +185.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EFV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling